A Credibilistic Fuzzy DEA Approach for Portfolio Efficiency Evaluation and Rebalancing Toward Benchmark Portfolios Using Positive and Negative Returns

Pankaj Gupta, Mukesh Kumar Mehlawat, Arun Kumar, Sanjay Yadav, Abha Aggarwal. A Credibilistic Fuzzy DEA Approach for Portfolio Efficiency Evaluation and Rebalancing Toward Benchmark Portfolios Using Positive and Negative Returns. Int. J. Fuzzy Syst., 22(3):824-843, 2020. [doi]

@article{GuptaMKYA20,
  title = {A Credibilistic Fuzzy DEA Approach for Portfolio Efficiency Evaluation and Rebalancing Toward Benchmark Portfolios Using Positive and Negative Returns},
  author = {Pankaj Gupta and Mukesh Kumar Mehlawat and Arun Kumar and Sanjay Yadav and Abha Aggarwal},
  year = {2020},
  doi = {10.1007/s40815-020-00801-4},
  url = {https://doi.org/10.1007/s40815-020-00801-4},
  researchr = {https://researchr.org/publication/GuptaMKYA20},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Fuzzy Syst.},
  volume = {22},
  number = {3},
  pages = {824-843},
}